A NEW FAMILY OF DIVERGENCE MEASURES FOR TESTS OF FIT

作者：Mattheou K; Karagrigoriou A^*

来源：Australian & New Zealand Journal of Statistics, 2010, 52(2): 187-200.

DOI：10.1111/j.1467-842X.2010.00574.x

• BHHJ measure
• divergence measure
• hypothesis testing problems
• multinomial distribution

P>The aim of this work is to investigate a new family of divergence measures based on the recently introduced Basu, Harris, Hjort and Jones (BHHJ) measure of divergence (Biometrika 85, 549-559). The new family is investigated in connection with hypothesis testing problems, and new test statistics are proposed. Simulations are performed to check the appropriateness of the proposed test statistics.

• 出版日期2010-6